Senior Quantitative Risk Management Specialist

il y a 6 jours


Thionville, Grand Est, France Spuerkeess Temps plein
Job Description

Role Summary

Spuerkeess is seeking a highly skilled Senior Quantitative Risk Management Specialist to join its Non-Financial Risk Management team. As a key member of the team, you will be responsible for validating internal models used for risk management, including ALM (interest rate and liquidity risk), market risk (pricing and valuation), and other types of risk.

Key Responsibilities

  • Validate internal models used for risk management, including ALM, market risk, and other types of risk
  • Review and control source codes and data used for modeling
  • Analyze and critique the methodology and assumptions of internal models
  • Document and present validation results in reports and follow up on recommendations

Requirements

  • Master's degree in mathematics, econometrics, or quantitative finance
  • At least 5 years of experience in risk management, preferably in ALM (interest rate and liquidity risk)
  • Proficiency in French and English languages; knowledge of Luxembourgish language is an asset

Desirable Skills

  • Technical skills: ALM models, risk indicators, credit risk models, EBA guidelines, CRR
  • Software skills: data modeling, MS Office, SAS, Python, R, SQL

Why Join Spuerkeess?

  • Pillar of the Luxembourg financial sector with top-notch ratings
  • Employer of choice with a strong commitment to social and economic responsibility
  • Attractive salary and benefits package with a public sector-like status
  • Flexible working hours and hybrid work model
  • Personalized career development and training opportunities
  • Wellness at work program and on-site fitness center

Application Requirements

  • Detailed CV
  • Cover letter


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